There is more nuance to the anti-cheat systems supporting Linux argument than "it supports it but they won't use it". Turning on Linux support does weaken the security posture of the anti-cheat system, so it's not simply a decision of "it works with Linux, but they won't do it". It is moreso a question of whether the security posture changes for the game with this platform support enabled meet the business requirements. It's not a surprise that games with high MTX revenue do not turn this on, as I imagine this would be the biggest concern with this weaker security posture.

One of the boons of console hardware is also the strict execution environment that is presented on the system. While this of course doesn't prevent all cheating behavior in online games, a large selling point of it as a platform to publishers is not only the market segment available, but the security aspects of the runtime environment.